This is a similar question to What are all the ways a player can get to the Astral Plane?, but for the Plane of Air. A lot of that question is relevant.
What are all the ways can characters can go to the Plane of Air?
[RPG] What are all the ways that characters can travel to the Plane of Air
dnd-5eplanes
Related Solutions
This sounds like a problem with the adventure.
A bit of a frame challenge here, but I feel like this is more a problem with the adventure than the party. 5e doesn't have enough material that you can assume that every party can solve every problem (like you could in 3.5), and assuming that a 9th level party can affect the ethereal plane isn't a reasonable assumption in a normal 5e game.
The problem is that seeing into the Ethereal and affecting the Ethereal are very different things. 5e doesn't even have the old standby of force effects working against Ethereal targets like 3.5 did. It's going to be pretty difficult for a 9th level party to be able to do anything meaningful to an Ethereal target.
Given the restriction of not being able to add Ethereal-affecting items to the existing adventure, here's what I would suggest:
Give the enemy a reason to attack the players.
As you note, the tactically correct option would be to go Ethereal and wait out the party, which would make the party lose no matter what. A way to sidestep this issue is to give the enemy a reason to attack the party despite the fact that it could safely wait out the combat. Is the enemy non-intelligent, like an animal? Does the enemy have a vendetta against the party, and wants to kill them beyond reason? Does the enemy have a goal that involves the death of the party? Is the enemy just dumb, and doesn't think of using his abilities to their greatest effect?
If the enemy has a reason to come out of the Ethereal to attack the players, and uses their Etherealness to improve their combat ability rather than avoid the combat entirely, you're going to end up with a fight that's likely to be more fun.
No and no:
No, 5e does not use the Great Wheel cosmology — not by default. It's one of the many options available for a DM, but 5e presents only ingredients for a homebrewed cosmology, and very few pieces that are assumed as defaults (usually in things like magic item descriptions, such as the bag of holding).
In the Great Wheel cosmology, the Astral is entirely separate from the Prime Material. It is only accessible via magic, either more powerful magic that directly moves one to/from it, or via smaller magic that can get you into the Ethereal, through which you can travel to get near its border with the Astral and then use other magic or portals to hop from it to the Astral.
This means that, no, a Githyanki ship can't raid outside the Astral without very powerful magic that can essentially Gate the entire thing. Even then, an Astral ship only works in the Astral Sea anyway, and would need entirely different magic to operate in a Material atmosphere/space/crystal sphere/whatever arrangement that particular world in the Prime has.
Basically, the planes are physically separate and can't be traversed by mundane means. There are some exceptions (such as the borders between the Outlands and the Outer Planes, but even that's complicated, since how the “border” works between those infinite planes is quite strange in practice), but as a rule: no, you can't just walk, fly, sail, crawl, or trebuchet between the planes.
On the plus side, this means that you don't have to figure out why Githyanki don't constantly raid the Forgotten Realms or somesuch.
But on a completely different plus side, the lack of a default cosmology means you can trivially say that the Planes are contiguously connected in a useful way to allow Githyanki raiders to bother the Realms, if that is the campaign you wish to construct!
Best Answer